LOW Options History — December 2021 In December 2021, LOW traded between $245.03 and $261.20. ATM implied volatility averaged 25.0%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 3.7% (HV 20d: 21.3%). Max pain ranged from $200.00 to $240.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 1.31.
Notable Days 2021-12-15 : Highest Volume — 41,515 contracts2021-12-21 : Largest IV drop — 10.3% change2021-12-03 : Highest IV Rank — 62.1%2021-12-03 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $253.42 $245.03 $261.20 $247.98 $259.66 Max Pain $206.82 $200.00 $240.00 $240.00 $210.00 ATM IV 25.0% 20.4% 31.1% 28.3% 20.4% Expected Move 7.2% 5.7% 9.8% 8.7% 5.7% HV 20d 21.3% 19.6% 23.4% 20.4% 21.3% HV 60d 18.4% 17.4% 19.6% 17.4% 18.5% IV Rank 32.9% 11.1% 62.1% 48.5% 11.1% IV Percentile 44.1% 10.7% 88.1% 71.8% 10.7% Term Structure 0.2% -1.1% 1.0% 0.0% 0.9% VWIV 26.0% 20.4% 34.8% 32.5% 20.4% Skew 25d 3.5% 2.2% 5.0% 4.2% 3.1% Skew 10d 7.4% 2.8% 11.0% 9.2% 5.0% Call IV 25d 24.3% 19.8% 30.4% 27.9% 19.8% Put IV 25d 27.8% 22.8% 35.4% 32.0% 23.0% Bid-Ask Spread % 34.79 15.97 61.58 49.81 61.58 Gamma HHI 0.12 0.08 0.28 0.08 0.28 Net GEX 24.0M 4.8M 47.8M 14.6M 40.2M Net DEX -1.25B -1.73B -887.1M -1.09B -1.40B Net VEX -5.1M -5.8M -4.7M -5.7M -4.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.31 0.70 2.45 1.15 1.02 Total Volume 21,805.5 14,940 41,515 23,565 18,041 Total OI 221,330.273 197,476 246,912 224,801 212,917
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-12-01 $247.98 $240.00 28.3% 8.7% 20.4% 48.5% 32.5% 4.2% 0.0% 14.6M -1.09B -5.7M 1.15 49.81 N/A N/A 10,972 12,593 97,325 127,476 2021-12-02 $250.75 $240.00 28.7% 8.6% 20.6% 50.5% 32.1% 4.0% -0.3% 19.0M -1.23B -5.6M 1.34 40.03 N/A N/A 8,327 11,135 98,937 127,800 2021-12-03 $247.68 $240.00 31.1% 9.8% 21.0% 62.1% 34.8% 5.0% -0.3% 20.0M -1.07B -5.8M 2.45 40.56 N/A N/A 7,873 19,260 100,483 128,264 2021-12-06 $251.40 $200.00 29.3% 8.4% 21.3% 53.2% 30.2% 4.6% 0.4% 26.0M -1.24B -5.5M 1.65 51.62 N/A N/A 6,371 10,519 96,911 125,646 2021-12-07 $256.38 $200.00 26.6% 7.6% 21.8% 40.5% 28.7% 3.3% 0.3% 33.3M -1.48B -5.2M 0.74 35.51 N/A N/A 14,942 11,040 98,292 126,850 2021-12-08 $256.87 $200.00 25.8% 7.4% 21.6% 36.8% 27.8% 3.5% 0.4% 39.2M -1.49B -5.1M 1.37 42.87 N/A N/A 6,788 9,313 99,142 128,246 2021-12-09 $258.76 $200.00 25.6% 7.3% 21.1% 35.5% 27.6% 2.8% 0.3% 41.8M -1.58B -5.0M 1.61 25.36 N/A N/A 8,246 13,246 100,707 128,624 2021-12-10 $261.20 $200.00 24.5% 7.0% 21.1% 30.7% 26.4% 2.9% 0.3% 28.4M -1.73B -4.8M 1.18 23.86 N/A N/A 9,577 11,337 102,048 132,072 2021-12-13 $257.90 $200.00 25.1% 7.2% 21.8% 33.5% 26.2% 2.8% 0.0% 25.5M -1.47B -4.9M 0.81 32.17 N/A N/A 13,176 10,723 97,929 127,866 2021-12-14 $252.40 $200.00 27.0% 7.6% 23.4% 42.6% 27.5% 3.8% -0.6% 21.7M -1.22B -5.2M 0.77 30.63 N/A N/A 22,354 17,164 103,591 130,761 2021-12-15 $257.30 $200.00 25.6% 7.0% 19.6% 35.7% 24.7% 3.6% -1.1% 47.8M -1.53B -5.1M 0.70 50.48 N/A N/A 24,426 17,089 108,119 133,070 2021-12-16 $254.03 $200.00 25.2% 7.4% 20.2% 34.0% 25.6% 3.2% 1.0% 37.2M -1.35B -5.2M 1.31 17.51 N/A N/A 9,029 11,841 111,038 135,510 2021-12-17 $248.35 $200.00 25.7% 7.3% 21.9% 36.0% 26.0% 3.4% -0.3% 8.8M -931.0M -5.4M 0.91 19.19 N/A N/A 13,731 12,480 111,063 135,849 2021-12-20 $245.03 $200.00 27.1% 7.7% 22.3% 42.8% 27.8% 4.5% 0.4% 6.7M -887.1M -5.3M 1.33 28.49 N/A N/A 8,356 11,109 86,241 111,235 2021-12-21 $246.44 $200.00 24.3% 6.9% 21.3% 29.5% 25.3% 3.7% 0.5% 4.8M -891.7M -5.2M 1.71 17.15 N/A N/A 5,867 10,038 87,086 115,615 2021-12-22 $249.91 $200.00 22.5% 6.5% 21.8% 21.1% 22.7% 3.4% 0.5% 9.6M -992.6M -5.3M 1.39 26.14 N/A N/A 7,504 10,434 88,230 117,266 2021-12-23 $250.61 $200.00 21.7% 6.2% 21.8% 17.3% 21.6% 3.1% 0.3% 12.5M -1.05B -5.0M 1.36 45.81 N/A N/A 6,918 9,433 89,593 118,918 2021-12-27 $253.41 $200.00 22.1% 6.3% 21.3% 19.2% 22.0% 3.1% 0.4% 15.5M -1.13B -4.9M 1.87 25.17 N/A N/A 6,464 12,074 87,528 116,202 2021-12-28 $254.36 $200.00 21.8% 6.1% 21.3% 17.5% 21.3% 3.2% 0.6% 20.2M -1.18B -4.8M 1.84 32.69 N/A N/A 5,256 9,684 88,779 117,031 2021-12-29 $258.02 $210.00 20.7% 5.9% 21.3% 12.4% 21.0% 2.7% 0.7% 26.5M -1.29B -4.9M 1.08 52.84 N/A N/A 8,798 9,478 89,421 118,323 2021-12-30 $256.80 $210.00 21.1% 5.7% 21.3% 14.1% 20.5% 2.2% 0.7% 28.8M -1.29B -4.8M 1.23 15.97 N/A N/A 7,487 9,228 92,166 119,096 2021-12-31 $259.66 $210.00 20.4% 5.7% 21.3% 11.1% 20.4% 3.1% 0.9% 40.2M -1.40B -4.7M 1.02 61.58 N/A N/A 8,921 9,120 93,536 119,381
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